Question: Zero interest rates hw. Please help! Thanks. Suppose that zero interest rates with continuous compounding are as follows: Maturity( years) Rate (% per annum) 3.5

Zero interest rates hw. Please help! Thanks.

Suppose that zero interest rates with continuous compounding are as follows: Maturity( years) Rate (% per annum) 3.5 5.0 What is the one year forward interest rate for the fourth year? Please enter your answer as a number rounded to one decimal place (e.g., enter 6.0 to indicate 6.0%). Question 12 3 pts The six-month zero rate is 6% per year with semiannual compounding. The price of a one-year bond that provides a coupon of 2% per annum semiannually is 96. What is the one-year continuously compounded zero rate? Please enter your answer as a number with two decimal places (e.g. enter 6.50 for 6.50%)

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